PCA Index Dashboard Examples

This script was last run at 2024-03-11 17:32:56.806368+00:00 (UTC)
In US/Central Time, this is 2024-03-11 12:32:56.806368-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897987	-0.477039	0.085115	-0.006441	0.546337	0.254862
1997-01-03	-0.886280	-0.477039	-0.156629	0.009089	0.745892	0.205723
1997-01-06	-0.882377	-0.477039	-0.065223	-0.014206	0.778765	0.269641
1997-01-07	-0.882377	-0.456202	-0.130169	-0.045266	0.838384	0.383210
1997-01-08	-0.894085	-0.456202	-0.023128	-0.084091	0.786426	0.496387
...	...	...	...	...	...	...
2024-03-04	-0.819938	-1.477212	-0.834954	1.670809	1.462411	0.115371
2024-03-05	-0.800425	-1.498049	-0.718292	1.670809	1.214667	-0.158854
2024-03-06	-0.816035	-1.529304	-0.713481	1.670809	1.123909	-0.203238
2024-03-07	-0.816035	-1.498049	-0.720697	1.810580	1.133233	-0.250791
2024-03-08	-0.819938	-1.477212	-0.684616	1.810580	1.023452	-0.250791

7183 rows × 6 columns

../../_images/5dcd205b532ed1fceb39a6b30f34c8fc189503f24ed0ed23809c292ef62f1a97.png

pc1

DATE
1997-01-02   -0.580237
1997-01-03   -0.686482
1997-01-06   -0.669362
1997-01-07   -0.705794
1997-01-08   -0.675448
                ...   
2024-03-04   -1.656307
2024-03-05   -1.525999
2024-03-06   -1.512651
2024-03-07   -1.532734
2024-03-08   -1.494260
Name: PC1, Length: 7183, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../../_images/2531ceb4434881177a52a13a5586ee3f181a382450ac27a31b43961a3dcbc28d.png

fig = px.line(pc1)
fig.show()

../../_images/89e655d445b207e961df0b1d49cfbf819dacfb32448715124494eab365926e29.png

PCA Index Dashboard Examples#